+28.2%
BABA vs HAS
+152.2%
-124.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | -4.8% | -1.8% | -3.0% | -4.2% |
| 30D | -11.9% | +2.3% | -14.2% | -12.6% |
| 3M | -9.3% | +10.4% | -19.6% | -12.4% |
| 6M | -14.2% | -3.2% | -11.0% | -14.1% |
| YTD | -22.0% | +15.4% | -37.4% | -26.3% |
| 1Y | -12.7% | +18.8% | -31.5% | -18.2% |
| 3Y | +26.7% | +43.9% | -17.3% | +9.0% |
| 5Y | -29.3% | +13.9% | -43.2% | -35.4% |
| 10Y | +21.2% | +56.4% | -35.2% | -5.3% |
| All | +28.2% | +152.2% | -124.0% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling